Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 1.06% 0.94 CHF 0.95 CHF 225'000 100'000 225'276 100'000 211'436 CHF 94'860 CHF 98.83% 98.83%
19.11.2024 1.06% 0.95 CHF 0.96 CHF 225'000 100'000 236'386 100'000 220'684 CHF 94'487 CHF 99.17% 99.17%
18.11.2024 1.11% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 269'831 CHF 90'944 CHF 99.22% 99.22%
15.11.2024 1.18% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 252'217 CHF 85'072 CHF 99.16% 99.16%
14.11.2024 1.22% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 244'111 CHF 82'370 CHF 99.16% 99.16%
13.11.2024 1.21% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 246'247 CHF 83'082 CHF 98.95% 98.95%
12.11.2024 1.28% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 232'339 CHF 78'446 CHF 99.15% 99.15%
11.11.2024 1.45% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 205'487 CHF 69'496 CHF 99.16% 99.16%
08.11.2024 1.32% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 226'151 CHF 76'384 CHF 99.16% 99.16%
07.11.2024 1.36% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 219'377 CHF 74'126 CHF 97.77% 97.77%

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